Quantitative Developer | Research Data Systems (new strategy build) | Boston Hedge Fund

Delmar Nord; Boston (MA); On-site; USD 140,000 - 230,000; Full time

Job summary

Research Data Systems in Boston is seeking an embedded Quant Developer to join a newly formed macro strategy team. You will build and own data systems that feed signals for position sizing, trade generation, and live monitoring, interfacing directly with quantitative researchers and the PM.

You will convert ad-hoc, Excel-based workflows into robust production systems and collaborate with researchers to design new proofs of concept for analytics, monitoring, and trading across the desk.

Qualifications

• Advanced Python skills and experience with the modern data stack (pandas, SQL; Databricks/Spark a plus).
• 3+ years of experience building data intensive applications or systems.
• Strong data modeling and data architecture practices; own the data and systems that feed live trading strategies.
• A data-correctness temperament and ability to dig into root causes before fixing.
• Strong written and verbal communication; interfaces directly with PMs and researchers.

Responsibilities

• You'll build and own point-in-time data systems for a new Macro strategy and the research-to-production pipeline.
• You'll convert ad-hoc, Excel-based workflows into scalable, production-quality systems.
• You'll collaborate with researchers to design new proofs of concept and prototypes across research, analytics, monitoring, and trading.

Job description

Quantitative Developer | Research Data Systems (new strategy build) | Boston Hedge Fund

A systematic Macro team in Boston is looking for an embedded Quant Developer to join their team. You'll work directly with the Quant Researchers to build robust, production grade data systems for a new Macro strategy. After building the data systems, you'll work with the Portfolio Manager and Quant Researchers as a thought partner; they're looking for someone that can understand the strategy at a fundamental level, and deliver tooling and systems to increase the velocity of the research process, deliver new capabilities, and help the strategy evolve across new products and areas.

This firm is a prestigious multi-strategy hedge fund in Boston with decades of strong returns and culture (very collaborative and collegiate), excellent quality of life (folks rarely leave), and an extremely high bar for talent. The leader of this team headed quant development for a Tier 1 Hedge Fund, so this is a very exciting opportunity to join a team that's rapidly growing.

Responsibilities:

• You'll build and own point-in-time data systems for a new Macro strategy, and the research-to-production pipeline behind it - signals you deliver will feed position sizing, trade generation, and live monitoring directly.
• You'll accomplish this by working directly with a Quant Researcher to convert a new strategy's existing systems (currently ad-hoc, excel-based, etc.) into scalable, robust production quality systems that can support the strategy long term
• From there, you'll work with additional researchers to design new POCs and prototypes across research, analytics, portfolio monitoring, and trading

Qualifications:

• Advanced Python skills and hands-on experience with the modern data stack (pandas, SQL; Databricks/Spark a plus)
• 3+ years of experience building data intensive applications or systems
• Strong sensibilities on best practices for data modeling and data architecture (you'll own the data and systems that feed live trading strategies)
• A data-correctness temperament - treats a number that's 10x off as a personal affront, and digs into root cause before "fixing" anything
• Strong written and verbal communication - this person interfaces directly with the PM and researchers
• Industry leading compensation and benefits
• Full-time, in-office in Boston
• Direct line to the PM - the data you deliver feeds live trading models, not a downstream dashboard
• Join a firm known for retention (90%+ of PMs and MDs started their careers there) as it builds a new quant dev team from scratch